CME Australian Dollar Future September 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
0.6548 |
0.6559 |
0.0012 |
0.2% |
0.6449 |
| High |
0.6576 |
0.6610 |
0.0034 |
0.5% |
0.6576 |
| Low |
0.6543 |
0.6559 |
0.0017 |
0.3% |
0.6449 |
| Close |
0.6564 |
0.6594 |
0.0030 |
0.5% |
0.6564 |
| Range |
0.0034 |
0.0051 |
0.0018 |
52.2% |
0.0127 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.4% |
0.0000 |
| Volume |
102 |
221 |
119 |
116.7% |
501 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6741 |
0.6718 |
0.6622 |
|
| R3 |
0.6690 |
0.6667 |
0.6608 |
|
| R2 |
0.6639 |
0.6639 |
0.6603 |
|
| R1 |
0.6616 |
0.6616 |
0.6598 |
0.6627 |
| PP |
0.6588 |
0.6588 |
0.6588 |
0.6593 |
| S1 |
0.6565 |
0.6565 |
0.6589 |
0.6576 |
| S2 |
0.6537 |
0.6537 |
0.6584 |
|
| S3 |
0.6486 |
0.6514 |
0.6579 |
|
| S4 |
0.6435 |
0.6463 |
0.6565 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6911 |
0.6864 |
0.6633 |
|
| R3 |
0.6784 |
0.6737 |
0.6598 |
|
| R2 |
0.6657 |
0.6657 |
0.6587 |
|
| R1 |
0.6610 |
0.6610 |
0.6575 |
0.6633 |
| PP |
0.6530 |
0.6530 |
0.6530 |
0.6541 |
| S1 |
0.6483 |
0.6483 |
0.6552 |
0.6506 |
| S2 |
0.6403 |
0.6403 |
0.6540 |
|
| S3 |
0.6276 |
0.6356 |
0.6529 |
|
| S4 |
0.6149 |
0.6229 |
0.6494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6610 |
0.6470 |
0.0141 |
2.1% |
0.0045 |
0.7% |
88% |
True |
False |
127 |
| 10 |
0.6610 |
0.6390 |
0.0220 |
3.3% |
0.0044 |
0.7% |
93% |
True |
False |
107 |
| 20 |
0.6672 |
0.6390 |
0.0282 |
4.3% |
0.0051 |
0.8% |
72% |
False |
False |
115 |
| 40 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0045 |
0.7% |
67% |
False |
False |
89 |
| 60 |
0.6692 |
0.6390 |
0.0302 |
4.6% |
0.0037 |
0.6% |
67% |
False |
False |
62 |
| 80 |
0.6792 |
0.6390 |
0.0402 |
6.1% |
0.0032 |
0.5% |
51% |
False |
False |
47 |
| 100 |
0.6881 |
0.6390 |
0.0491 |
7.4% |
0.0030 |
0.5% |
41% |
False |
False |
39 |
| 120 |
0.6881 |
0.6388 |
0.0493 |
7.5% |
0.0025 |
0.4% |
42% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6827 |
|
2.618 |
0.6744 |
|
1.618 |
0.6693 |
|
1.000 |
0.6661 |
|
0.618 |
0.6642 |
|
HIGH |
0.6610 |
|
0.618 |
0.6591 |
|
0.500 |
0.6585 |
|
0.382 |
0.6578 |
|
LOW |
0.6559 |
|
0.618 |
0.6527 |
|
1.000 |
0.6508 |
|
1.618 |
0.6476 |
|
2.618 |
0.6425 |
|
4.250 |
0.6342 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.6591 |
0.6583 |
| PP |
0.6588 |
0.6572 |
| S1 |
0.6585 |
0.6561 |
|